Mise-en-scene-

Costume- The costumes used in The Prestige are relevant to the time period it was set in. This helps the viewers to understand the time setting, so will have some idea as to what to expect, technology wise, for example.
Lighting- The opening scene of The Prestige is very dull. This may be to set the time period, a time of misunderstanding, and developement of ideas in technology & science. As the audience progress through this film, putting together evidence to figure out what is hapening (voleurism) so is the progression of understanding in this film between the protagonist and antagonist.
Props- Props used are necessary for the film, such as simple props to help with the magic tricks the main characters perform. In the opening credits a number of top hats are shown. This seems very strange to the audience, so the question is raised 'why are they there' or 'how did they get there'. This question is later answered in the film, and becomes a main feature in the film.
Sets- The setting of The Prestige opening sequence is a city, where they are able to perform their acts at a theatre. This setting becomes necessary in the filming of The Prestige, as otherwise the film would not be as effective. The top hats are shown in a forest, a stange and completely different setting to the city in England; so again a question is risen 'how will they be relevant to the film'.
Make up- Minimal make up is used in The Prestige, to keep it simple and more realistic.

Narrative themes
-Magic and illusions are the main theme throughout the film, the battle for finding the perfect magic trick, which noone can figure out.
Murder- The Protagonist wants to find out and avenge his wifes death.
Rivalry- finding out how the antagonist does his illusions.

Character roles
Hugh Jackman at the beginning of the film is friends with the protagonist. This changes throughout the film and become a main narrative theme.
Cristian Bale is a magician and has a wife, the death of his wife spurs him to challenge his friend, hugh jackman, and becomes his rival.

Conventional for a thriller?

Yes, The Prestige opening sequence introduces the audience to the main characters, and the main fature of the film, magic. Questions are raised at the beginning and are answered later on in the movie, it becomes the job of the antagonist and the viewer to figure out why, what, and how things happened (voleurism).